Téléchargez le livre : Nonlinearly Perturbed Semi-Markov Processes

Nonlinearly Perturbed Semi-Markov Processes

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Éditeur :

Springer


Collection :

SpringerBriefs in Probability and Mathematical Statistics

Paru le : 2017-09-06

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Description

The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchersin the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come. 
Pages
143 pages
Collection
SpringerBriefs in Probability and Mathematical Statistics
Parution
2017-09-06
Marque
Springer
EAN papier
9783319609874
EAN PDF
9783319609881
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
2580 Ko
Prix
52,74 €
EAN EPUB
9783319609881
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
2959 Ko
Prix
52,74 €

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